A conditional distribution model for limited stock index returns (Q1017000)
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scientific article; zbMATH DE number 5554405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A conditional distribution model for limited stock index returns |
scientific article; zbMATH DE number 5554405 |
Statements
A conditional distribution model for limited stock index returns (English)
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18 May 2009
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price limits
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mixed distributions
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beta distribution
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GARCH
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